I'm trying to prove that if $a,b \in \mathbb{R}$ and $|a-b|\lt 5$, then $|b|\lt|a|+5.$
I've first written down $-5\lt a-b \lt5$ and have tried to add different things from all sides of the inequality. Like adding $b+5$ to get $b\lt a+5 \lt 10+b$ but am just not seeing where that gets me.

Some general properties of the absolute value
First let me recall that $$ |x| :=\begin{cases}x & \text{if }x \geq 0,\\ -x & \text{if }x <0.\end{cases}$$
We show that $|x|=|-x|$ for every $x\in \Bbb R$:
$$ \rightarrow \qquad \boxed{\quad |x|=|-x| \qquad \phantom\int\forall x \in \Bbb R\quad} \tag{1}$$
Now, we show that $x\leq |x|$ for every $x\in\Bbb R$:
$$ \rightarrow \qquad \boxed{\quad x\leq |x| \qquad\phantom\int \forall x \in \Bbb R\quad }\tag{2}$$
As consequence of $(1)$ and $(2)$ for any $x\in\Bbb R$, we get
$$ -x \overset{(2)}{\leq} |-x| \overset{(1)}{=} |x|.$$
$$ \rightarrow \qquad \boxed{\quad-x\leq |x| \qquad\phantom\int \forall x \in \Bbb R \quad}\tag{3}$$
The last tool we need is that for every $x\in \Bbb R$ and every $t> 0$, if $|x|<t$ then $x<t$:
$$ \rightarrow \qquad \boxed{\quad\forall x \in \Bbb R \ \text{ and }\ \forall t> 0:\phantom\int |x|<t \implies x<t\quad }\tag{4}$$
The proof you want:
Now suppose that $a,b\in \Bbb R$ are such that $|a-b|< 5$. Then we have the following relations:
$$|a-b|< 5 \overset{(4)}{\implies} a-b<5 \overset{(*)}{\implies} -b<5-a=5+(-a) \overset{(3)}{\leq} 5+|a| $$
and thus $-b<5+|a|$ (for step $(*)$, subtract $a$ from both sides of the inequality). Moreover,
$$|a-b|< 5 \overset{(1)}{\implies} |b-a|<5 \overset{(4)}{\implies} b-a<5 \overset{(**)}{\implies} b< 5+a \overset{(2)}{\leq}5+|a|$$
and thus $b< 5 +|a|$ (for step $(**)$, add $a$ to both sides of the inequality). Finally
$$-b<5+|a| \quad\text{ and }\quad b< 5 +|a| \qquad\implies\qquad |b|<5+|a|$$ (because either $|b|=b$ or $|b| =-b$).
Generalizaion:
$$ \boxed{\quad\forall a,b \in \Bbb R \ \text{ and }\ \forall t>0:\phantom\int |a-b|<t \implies |b|<t+|a|\quad }$$
Proof 1: Replace $5$ by $t$ in the proof above.
Proof 2: We can also use the triangle inequality as already suggested by the other answers above.
We show that $|x+y|\leq |x|+|y|$ for every $x,y\in\Bbb R$:
We have $$ x+y \overset{(2)}{\leq} |x|+y \overset{(2)}{\leq} |x|+|y|\qquad \text{and}\qquad-(x+y)=(-x)+(-y) \overset{(3)}{\leq} |x|+(-y) \overset{(3)}{\leq} |x|+|y|.$$ $$ \rightarrow\qquad\boxed{\quad \phantom\int |x+y|\leq |x|+|y| \qquad\forall x,y \in \Bbb R\quad }\tag{5}$$ It follows that $$|b| =|a+(b-a)| \overset{(5)}{\leq} |a|+|b-a| \overset{(***)}{<} |a|+t,$$ where we have used that $|b-a|\overset{(1)}{=}|a-b|<t$ for step $(***)$.